首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A central limit theorem for stationary random fields
Authors:Jérôme Dedecker
Institution:(1) URA n° 0743 CNRS, Université de Paris-Sud, Bat. 425, Mathématique, F-91405 Orsay Cedex, France e-mail:Jerome.Dedecker@matups.matups.fr, FR
Abstract:Summary. We prove a central limit theorem for strictly stationary random fields under a projective assumption. Our criterion is similar to projective criteria for stationary sequences derived from Gordin's theorem about approximating martingales. However our approach is completely different, for we establish our result by adapting Lindeberg's method. The criterion that it provides is weaker than martingale-type conditions, and moreover we obtain as a straightforward consequence, central limit theorems for α-mixing or φ-mixing random fields. Received: 19 February 1997 / In revised form: 2 September 1997
Keywords:Mathematics Subject Classification (1991): 60 F 05
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号